The name really is the most dangerous thing about this and I wish they would change it or simply not report it, a real PITA.
These highly compressed files are generally ‘archive’ files which are inert, don’t present an immediate risk until they are unpacked. If you happen to select ‘All packers’ in your on-demand scans (or do a boot-time scan as archives are scanned by default) then you are more likely to come across this type of thing. Personally it is a waste of time scanning ‘all packers’ and that is why it isn’t enabled by default.
Files that can’t be scanned are just that, not an indication they are suspicious/infected, just unable to be scanned.